T-REX 2x Long CIFR Daily Target ETF Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
365.69%
decreased by 8.62%
1 Week
345.33%
decreased by 28.98%
1 Month
315.81%
decreased by 58.50%
Analysis last updated: Monday, July 20, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 21, 2025 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7526 | 0.73 |
α ARCH Response to squared shocks | 0.1314 | 8.99*** |
β GARCH Volatility persistence | 0.7181 | 18.75*** |
γ leverage Additional response to negative shocks | 0.0944 | 2.24** |
δ power Transformation power | 0.5000 | 1.21 |
Persistence:
0.826
Half-life:
4 days
Other T-REX 2x Long CIFR Daily Target ETF Analyses
Other Asy. Power MEM Analyses on ETFs